Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 45
BB.Number.of.SDs.to.Enter = 2.5
Profit account= 87 (per day adjusted to desire% DD )
Activity = 5.71 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 45 and BB.Number.of.SDs.to.Enter = 2.5

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
28 19680.95 848.76 4199.22 5 215 168 -14.0 45 2.5 EURGBP 13.99740 71.4418392 21432.5518 14060.433 16.565852 0.2533107 No
92 52119.07 863.31 11344.79 6 419 324 -37.8 45 2.5 GBPUSD 37.81597 26.4438566 7933.1570 13782.292 15.964476 0.4853413 No
12 123089.11 874.70 40397.84 7 598 449 -134.7 45 2.5 AUDUSD 134.65947 7.4261396 2227.8419 9140.769 10.450176 0.6836630 No
124 43406.92 865.18 15973.55 6 304 224 -53.2 45 2.5 USDCAD 53.24517 18.7810474 5634.3142 8152.274 9.422634 0.3513720 No
156 189431.89 872.48 79646.70 7 428 300 -265.5 45 2.5 USDJPY 265.48900 3.7666344 1129.9903 7135.207 8.178075 0.4905557 No
44 92905.84 874.56 41734.03 7 446 317 -139.1 45 2.5 EURJPY 139.11343 7.1883784 2156.5135 6678.423 7.636324 0.5099707 No
76 141881.38 871.78 74461.74 7 523 370 -248.2 45 2.5 GBPJPY 248.20580 4.0289147 1208.6744 5716.280 6.557021 0.5999220 No
108 132736.83 874.32 103997.64 7 596 456 -346.7 45 2.5 NZDUSD 346.65880 2.8846808 865.4043 3829.034 4.379442 0.6816726 Yes
140 101376.24 874.30 87581.52 7 390 271 -291.9 45 2.5 USDCHF 291.93840 3.4253801 1027.6140 3472.522 3.971773 0.4460711 No
60 81622.79 868.05 113594.56 7 358 253 -378.6 45 2.5 EURUSD 378.64853 2.6409715 792.2915 2155.635 2.483307 0.4124186 Yes
172 246503.64 874.30 641626.21 7 718 533 -2138.8 45 2.5 XAUUSD 2138.75403 0.4675619 140.2686 1152.557 1.318263 0.8212284 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 BLAI.Timeframe 15 minutes
14 BLAI.length 24
15 BLAISlow.Timeframe 15 minutes
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.4
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Geometric_Mean
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 15
25 BB.Exit.number.of.SDs 1.5